+557.7%
SEI vs SGI
+50.3%
+507.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -3.9% |
| 7D | +20.7% | -4.9% | +25.6% | +23.2% |
| 30D | +9.1% | +1.6% | +7.5% | +8.1% |
| 3M | -6.0% | -3.2% | -2.8% | -5.5% |
| 6M | +18.9% | -16.0% | +35.0% | +26.2% |
| YTD | +40.1% | -25.4% | +65.6% | +57.1% |
| 1Y | +120.6% | -21.6% | +142.2% | +140.5% |
| All | +557.7% | +50.3% | +507.5% | +432.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling